Testing for changes in volatility in heteroskedastic time series - a further examination

Michiel de Pooter ...

Year of publication:	Aug. 2004 ; [Elektronische Ressource]
Other Persons:	Pooter, Michiel de (contributor) ; Dijk, Dick van (contributor)
Institutions:	Econometrisch Instituut <Rotterdam> (contributor)
Publisher:	Rotterdam : Econometric Institute
Subject:	Zeitreihenanalyse \| Time series analysis \| Volatilität \| Volatility \| Strukturbruch \| Structural break \| ARCH-Modell \| ARCH model \| Schwellenländer \| Emerging economies \| Heteroskedastizität \| Heteroscedasticity

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